Context Capital Management

Context Capital Management as of June 30, 2024

Portfolio Holdings for Context Capital Management

Context Capital Management holds 222 positions in its portfolio as reported in the June 2024 quarterly 13F filing

Company (Ticker) Portfolio Weight Valued At Change in Shares Share Count Share Price
The Beauty Health Company Note 1.25%10/1 (Principal) 2.5 $70M 83k 841.25
3d Sys Corp Del Note 11/1 (Principal) 2.3 $65M 80k 814.50
Wayfair Note 1.000% 8/1 (Principal) 2.2 $62M 68k 903.47
Microstrategy Note 2/1 (Principal) 2.0 $55M 45k 1201.25
Wayfair Note 0.625%10/0 (Principal) 1.8 $51M 54k 932.51
Affirm Hldgs Note 11/1 (Principal) 1.8 $51M 61k 835.00
Nextera Energy Partners Note 11/15/25 (Principal) 1.8 $49M 54k 906.75
Esperion Therapeutics Inc Ne Note 4.000%11/1 (Principal) 1.7 $48M 51k 932.50
Alphatec Hldgs Note 0.750% 8/0 (Principal) 1.7 $47M 48k 971.38
Bloom Energy Corp Note 3.000% 6/0 (Principal) 1.7 $46M 49k 954.14
Upstart Hldgs Note 0.250% 8/1 (Principal) 1.6 $44M 56k 796.65
Xometry Note 1.000% 2/0 (Principal) 1.5 $43M 57k 752.47
Groupon Note 1.125% 3/1 (Principal) 1.5 $42M 50k 854.17
Lumentum Hldgs Note 0.500%12/1 (Principal) 1.5 $41M 45k 905.60
Rivian Automotive Note 3.625%10/ (Principal) 1.4 $40M 47k 865.96
Marathon Digital Holdings In Note 1.000%12/0 (Principal) 1.4 $40M 46k 863.80
Travere Therapeutics Note 2.250% 3/0 (Principal) 1.4 $40M 61k 651.25
Opendoor Technologies Note 0.25%8/15 (Principal) 1.4 $39M 48k 809.43
Sofi Technologies Note 1.25%3/15 (Principal) 1.4 $39M 42k 934.00
Bridgebio Pharma Note 2.250% 2/0 (Principal) 1.4 $39M 48k 796.85
Revance Therapeutics Note 1.750% 2/1 (Principal) 1.3 $37M 55k 661.00
Porch Group Note 6.76%10/1 (Principal) 1.3 $36M 62k 580.00
Ptc Therapeutics Note 1.500% 9/1 (Principal) 1.3 $36M 38k 952.31
Peloton Interactive Note 5.5% 12/1 (Principal) 1.3 $36M 35k 1010.00
Peloton Interactive Note 2/1 (Principal) 1.3 $36M 40k 885.00
Snap Note 0.125% 3/0 (Principal) 1.3 $35M 44k 801.00
Ssr Mining In Note 2.500% 4/0 (Principal) 1.2 $33M 37k 907.65
Rocket Lab Usa Note 4.25%2/1 (Principal) 1.2 $33M 29k 1170.62
Wolfspeed Note 1.750% 5/0 (Principal) 1.2 $32M 36k 892.50
Semtech Corp Note 1.625%11/0 (Principal) 1.1 $31M 29k 1056.50
Teladoc Health Note 1.250% 6/0 (Principal) 1.1 $30M 36k 831.20
Plug Pwr Note 7% 6/1/26 (Principal) 1.1 $30M 33k 914.48
New Mtn Fin Corp Note 7.500%10/1 (Principal) 1.1 $30M 30k 1011.88
Core Scientific Note 10.000% 1/2 (Principal) 1.1 $29M 18k 1594.54
Mitek Sys Note 0.750% 2/0 (Principal) 1.0 $28M 30k 949.01
Rivian Automotive Note 4.625% 3/1 (Principal) 1.0 $28M 29k 973.50
Sea Note 0.250% 9/1 (Principal) 1.0 $28M 32k 873.50
Sofi Technologies Note 10/15/26 (Principal) 1.0 $27M 31k 869.00
Mirum Pharmaceuticals Note 4.000% 5/0 (Principal) 0.9 $26M 19k 1344.38
Coherus Biosciences Note 1.500% 4/1 (Principal) 0.9 $26M 35k 735.00
Applied Optoelectronics Note 5.25%12/1 (Principal) 0.9 $26M 30k 859.69
Wisdomtree Note 5.750% 8/1 (Principal) 0.9 $25M 21k 1228.97
Accolade Note 0.500% 4/0 (Principal) 0.9 $25M 28k 886.30
Nextera Energy Unit 06/01/2027 (Principal) (NEE.PS) 0.9 $25M 500k 49.49
Artivion Note 4.250% 7/0 (Principal) 0.9 $24M 20k 1228.37
Opko Health Note 3.75%1/15 (Principal) 0.8 $23M 20k 1148.15
Indie Semiconductor Note 4.5%11/15 (Principal) 0.8 $23M 23k 1001.00
Array Technologies Note 1.000%12/0 (Principal) 0.8 $22M 27k 810.46
Pegasystems Note 0.750% 3/0 (Principal) 0.8 $21M 22k 966.00
Luminar Technologies Note 1.25%12/1 (Principal) 0.7 $21M 53k 393.50
Novavax Note 5.000%12/1 (Principal) 0.7 $20M 16k 1246.94
Alnylam Pharmaceuticals Note 1.000% 9/1 (Principal) 0.7 $20M 19k 1080.00
Century Alum Note 2.750% 5/0 (Principal) 0.7 $20M 18k 1101.00
Avid Bioservices Note 7% 3/1/29 (Principal) 0.7 $20M 18k 1094.29
Infinera Corp Note 3.750% 8/0 (Principal) 0.7 $20M 18k 1088.00
Health Catalyst Note 2.500% 4/1 (Principal) 0.7 $20M 20k 974.38
Duke Energy Corp Note 4.125% 4/1 (Principal) 0.7 $20M 20k 1002.06
Par Technology Corp Note 1.500%10/1 (Principal) 0.7 $18M 20k 936.00
Mp Materials Corp Note 0.25% 4/1 (Principal) 0.7 $18M 20k 892.46
Ppl Cap Fdg Note 2.875% 3/1 (Principal) 0.6 $18M 19k 960.25
Arbor Realty Trust Note 7.500% 8/0 (Principal) 0.6 $17M 17k 1003.75
Fiverr Intl Note 11/0 (Principal) 0.6 $17M 19k 925.60
Lucid Group Note 1.25%12/1 (Principal) 0.6 $17M 32k 526.50
Nextera Energy Partners Note 2.5%6/15 (Principal) 0.6 $17M 18k 916.25
Collegium Pharmaceutical Note 2.875% 2/1 (Principal) 0.6 $16M 15k 1107.00
Plug Pwr Note 3.750% 6/0 (Principal) 0.6 $16M 17k 939.97
Coinbase Global Note 0.500% 6/0 (Principal) 0.6 $16M 15k 1032.00
Wolfspeed Note 1.875%12/0 (Principal) 0.6 $16M 28k 556.00
Assertio Holdings Note 6.500% 9/0 (Principal) 0.6 $16M 18k 891.47
Exact Sciences Corp Note 0.375% 3/1 (Principal) 0.5 $15M 18k 871.57
Mesa Labs Note 1.375% 8/1 (Principal) 0.5 $15M 16k 944.58
Cardlytics Note 1.000% 9/1 (Principal) 0.5 $15M 16k 929.50
Fortuna Silver Mines Note 3.75%6/30 (Principal) 0.5 $15M 14k 1046.00
Shake Shack Note 3/0 (Principal) 0.5 $15M 17k 870.00
Starwood Ppty Tr Note 6.750% 7/1 (Principal) 0.5 $14M 14k 1025.00
Etsy Note 0.125% 9/0 (Principal) 0.5 $14M 17k 837.72
Virgin Galactic Holdings Note 2.5%2/1 (Principal) 0.5 $14M 43k 326.70
Ishares Bitcoin Tr SHS (IBIT) 0.5 $14M 403k 34.14
Mannkind Corp Note 2.500% 3/0 (Principal) 0.5 $13M 11k 1206.50
Upwork Note 0.250% 8/1 (Principal) 0.5 $13M 15k 892.09
Bandwidth Note 0.250% 3/0 (Principal) 0.5 $13M 15k 892.24
Redwood Trust Note 7.750% 6/1 (Principal) 0.5 $13M 13k 971.88
Innoviva Note 2.125% 3/1 (Principal) 0.5 $13M 14k 902.50
Q2 HLDGS Note 0.750% 6/0 (Principal) 0.5 $13M 13k 997.74
Stem Note 0.5%12/1 (Principal) 0.4 $12M 34k 370.00
Nevro Corp Note 2.750% 4/0 (Principal) 0.4 $12M 13k 971.50
Purecycle Technologies Note 0.25%8/15 (Principal) 0.4 $12M 20k 605.48
Tilray Brands Note 5.200% 6/1 (Principal) 0.4 $12M 12k 964.72
Green Plains Note 2.250% 3/1 (Principal) 0.4 $12M 13k 890.67
First Majestic Silver Corp Note 0.375% 1/1 (Principal) 0.4 $12M 14k 829.60
Exact Sciences Corp Note 0.375% 3/0 (Principal) 0.4 $12M 14k 821.04
Chefs Whse Note 2.375%12/1 (Principal) 0.4 $11M 10k 1114.36
Blackline Note 3/1 (Principal) 0.4 $11M 12k 918.00
Gossamer Bio Note 5.000% 6/0 (Principal) 0.4 $11M 22k 490.23
Petiq Note 4.000% 6/0 (Principal) 0.4 $10M 9.5k 1067.22
Unity Software Note 11/1 (Principal) 0.4 $10M 12k 866.50
Block Note 5/0 (Principal) 0.4 $10M 11k 898.80
Chefs Whse Note 1.875%12/0 (Principal) 0.4 $10M 9.6k 1040.86
Omeros Corp Note 5.250% 2/1 (Principal) 0.4 $9.8M 14k 705.94
Bandwidth Note 0.500% 4/0 (Principal) 0.3 $9.2M 12k 759.69
Integer Hldgs Corp Note 2.125% 2/1 (Principal) 0.3 $8.6M 6.0k 1432.50
Nio Note 0.500% 2/0 (Principal) 0.3 $8.4M 8.8k 952.50
Beyond Meat Note 3/1 (Principal) 0.3 $7.8M 37k 212.50
Block Note 0.125% 3/0 (Principal) 0.3 $7.7M 8.0k 967.29
Block Note 0.250%11/0 (Principal) 0.3 $7.7M 9.3k 830.75
Infinera Corp Note 2.500% 3/0 (Principal) 0.3 $7.7M 7.5k 1023.99
Cerence Note 1.5%7/1/2 (Principal) 0.3 $7.3M 13k 542.50
Pros Holdings Note 2.250% 9/1 (Principal) 0.3 $7.1M 7.3k 977.00
Marriott Vacations Worldwide Note 1/1 (Principal) 0.2 $6.9M 7.5k 925.92
RWT HLDGS Note 5.750%10/0 (Principal) 0.2 $6.7M 6.9k 975.04
Etsy Note 0.125%10/0 (Principal) 0.2 $6.5M 6.5k 992.50
Cutera Note 2.250% 6/0 (Principal) 0.2 $6.1M 30k 204.50
Bill Holdings Note 4/0 (Principal) 0.2 $6.0M 7.0k 854.50
Snap Note 5/0 (Principal) 0.2 $5.9M 7.1k 833.20
Middleby Corp Note 1.000% 9/0 (Principal) 0.2 $5.9M 5.5k 1067.33
Guardant Health Note 11/1 (Principal) 0.2 $5.8M 7.5k 775.82
Zynex Note 5.000% 5/1 (Principal) 0.2 $5.7M 5.5k 1036.50
Lumentum Hldgs Note 0.500% 6/1 (Principal) 0.2 $5.5M 7.0k 791.82
Ionis Pharmaceuticals Note 1.750% 6/1 (Principal) 0.2 $5.5M 5.0k 1105.84
Eventbrite Note 5.000%12/0 (Principal) 0.2 $5.4M 5.5k 984.00
Cable One Note 1.125% 3/1 (Principal) 0.2 $5.2M 7.0k 747.28
Pennymac Corp Note 5.500% 3/1 (Principal) 0.2 $4.9M 5.1k 956.30
Marriott Vacations Worldwide Note 3.250%12/1 (Principal) 0.2 $4.8M 5.3k 915.00
Digitalocean Hldgs Note 12/0 (Principal) 0.2 $4.7M 5.5k 847.50
Bentley Sys Note 0.375% 7/0 (Principal) 0.2 $4.5M 5.0k 898.00
Firstenergy Corp Note 4.000% 5/0 (Principal) 0.2 $4.5M 4.5k 994.00
Draftkings Note 3/1 (Principal) 0.1 $4.1M 5.0k 833.50
Bigcommerce Hldgs Note 0.250%10/0 (Principal) 0.1 $4.1M 4.6k 876.75
Faro Technologies Note 5.500% 2/0 (Principal) 0.1 $3.9M 4.5k 860.53
Lci Inds Note 1.125% 5/1 (Principal) 0.1 $3.8M 4.0k 942.25
Veritone Note 1.750%11/1 (Principal) 0.1 $3.7M 10k 359.00
Conmed Corp Note 2.250% 6/1 (Principal) 0.1 $3.6M 4.0k 895.51
Encore Cap Group Note 4.000% 3/1 (Principal) 0.1 $3.5M 3.8k 927.00
Wayfair Note 3.500%11/1 (Principal) 0.1 $3.5M 2.5k 1387.50
8X8 Note 4.000% 2/0 (Principal) 0.1 $3.4M 4.5k 764.50
Lumentum Hldgs Note 1.500%12/1 (Principal) 0.1 $3.4M 3.5k 976.28
John Bean Technologies Corp Note 0.250% 5/1 (Principal) 0.1 $3.2M 3.5k 920.60
Par Technology Corp Note 2.875% 4/1 (Principal) 0.1 $3.2M 2.5k 1278.00
Bread Financial Holdings Note 4.250% 6/1 (Principal) 0.1 $3.1M 2.3k 1340.83
Eventbrite Note 0.750% 9/1 (Principal) 0.1 $2.8M 3.3k 859.74
Live Nation Entertainment In Note 3.125% 1/1 (Principal) 0.1 $2.8M 2.5k 1107.92
Ezcorp Note 2.375% 5/0 (Principal) 0.1 $2.8M 2.8k 974.79
Wolfspeed Note 0.250% 2/1 (Principal) 0.1 $2.4M 4.0k 594.50
Cutera Note 4.000% 6/0 (Principal) 0.1 $2.3M 13k 173.50
Ib Acquisition Corp Com Shs (IBAC) 0.1 $2.0M 200k 9.97
Ormat Technologies Note 2.500% 7/1 (Principal) 0.1 $2.0M 2.0k 993.00
Tpi Composites Note 5.250% 3/1 (Principal) 0.1 $2.0M 3.8k 523.44
Sunnova Energy Intl Note 0.250%12/0 (Principal) 0.1 $2.0M 4.0k 489.82
Rapid7 Note 0.250% 3/1 (Principal) 0.1 $1.8M 2.0k 898.62
Alarm Com Hldgs Note 1/1 (Principal) 0.1 $1.6M 1.8k 917.50
Cutera Note 2.250% 3/1 (Principal) 0.1 $1.5M 4.5k 339.00
Akamai Technologies Note 0.375% 9/0 (Principal) 0.1 $1.5M 1.5k 971.21
Cable One Note 3/1 (Principal) 0.0 $1.3M 1.5k 880.00
Ziff Davis Note 1.750%11/0 (Principal) 0.0 $1.3M 1.4k 933.73
Dexcom Note 0.250%11/1 (Principal) 0.0 $1.3M 1.3k 1003.75
Wayfair Note 3.250% 9/1 (Principal) 0.0 $1.2M 1.1k 1151.20
Guess Note 3.750% 4/1 (Principal) 0.0 $1.1M 1.0k 1108.00
Dayforce Note 0.250% 3/1 (Principal) 0.0 $916k 1.0k 916.00
Spirit Airls Note 1.000% 5/1 (Principal) 0.0 $774k 1.6k 496.00
Two Harbors Inventment Corpo Note 6.250% 1/1 (Principal) 0.0 $467k 486.00 960.00
Sunnova Energy Intl Note 2.625% 2/1 (Principal) 0.0 $254k 700.00 362.68
Gcm Grosvenor *w Exp 11/17/202 (GCMGW) 0.0 $154k 314k 0.49
Monterey Cap Acquisition Cor Right 05/10/2027 (MCACR) 0.0 $97k 538k 0.18
Bitcoin Depot *w Exp 06/30/202 (BTMWW) 0.0 $53k 1.1M 0.05
Burtech Acquisition Corp *w Exp 12/18/202 (BRKHW) 0.0 $48k 191k 0.25
Gct Semiconductor Hldg *w Exp 03/01/202 (GCTS.WS) 0.0 $33k 222k 0.15
Rf Acquisition Corp Right 05/01/2028 0.0 $32k 325k 0.10
Bannix Acquisition Corp Right 07/31/2026 (BNIXR) 0.0 $31k 210k 0.15
Pono Cap Two *w Exp 99/99/999 (SBCWW) 0.0 $30k 425k 0.07
Athena Technology Acq Corp I *w Exp 10/17/202 (ATEKW) 0.0 $27k 775k 0.04
Monterey Cap Acquisition Cor *w Exp 01/01/202 (MCACW) 0.0 $26k 792k 0.03
Global Blockchain Acqui Corp Right 05/09/2027 (GBBKR) 0.0 $24k 400k 0.06
Verde Clean Fuels *w Exp 02/15/202 (VGASW) 0.0 $24k 133k 0.18
Terran Orbital Corporation *w Exp 03/25/202 (LLAPW) 0.0 $23k 195k 0.12
Hnr Acquisition Corp *w Exp 02/04/202 (EONR.WS) 0.0 $21k 349k 0.06
Inception Growth Acqustn Right 12/08/2026 (IGTAR) 0.0 $19k 125k 0.15
Southland Hldgs *w Exp 02/14/202 (SLND.WS) 0.0 $18k 52k 0.34
Bridger Aerospace Grp Hldgs *w Exp 01/24/202 (BAERW) 0.0 $16k 121k 0.13
Ib Acquisition Corp Right 09/28/2025 (IBACR) 0.0 $15k 200k 0.08
Xbp Europe Holdings *w Exp 11/30/202 (XBPEW) 0.0 $15k 358k 0.04
Ecd Automotive Design *w Exp 12/12/202 (ECDAW) 0.0 $13k 540k 0.02
Griid Infrastructure *w Exp 12/29/202 (GRDIW) 0.0 $13k 202k 0.06
Sharecare *w Exp 07/01/202 (SHCRW) 0.0 $13k 159k 0.08
Northview Acquisition Corp *w Exp 08/02/202 (NVACW) 0.0 $12k 223k 0.06
Papaya Grwt Opportunity Corp *w Exp 12/31/202 (PPYAW) 0.0 $12k 250k 0.05
Ftac Emerald Acquisition Cor *w Exp 10/19/202 (FLDDW) 0.0 $11k 238k 0.04
99 Acquisition Group Right 08/25/2028 0.0 $10k 37k 0.27
Syntec Optics Hldgs *w Exp 99/99/999 (OPTXW) 0.0 $8.4k 54k 0.16
Vision Sensing Acquisition C *w Exp 99/99/999 (VSACW) 0.0 $8.2k 244k 0.03
Inception Growth Acqustn *w Exp 10/15/202 (IGTAW) 0.0 $8.1k 124k 0.07
Global Blockchain Acqui Corp *w Exp 99/99/999 (GBBKW) 0.0 $7.0k 400k 0.02
Rf Acquisition Corp *w Exp 05/01/202 0.0 $7.0k 250k 0.03
Bannix Acquisition Corp *w Exp 07/31/202 (BNIXW) 0.0 $6.4k 321k 0.02
Jetai *w Exp 08/10/202 (JTAIW) 0.0 $5.9k 94k 0.06
Acri Capital Acquisition Cor *w Exp 02/01/202 0.0 $5.8k 100k 0.06
Oca Acquisition Corp *w Exp 01/14/202 (OCAXW) 0.0 $5.7k 50k 0.12
Bite Acquisition Corp *w Exp 02/12/203 (BITE.WS) 0.0 $5.5k 100k 0.06
Zapata Computing Hldgs *w Exp 02/14/202 (ZPTAW) 0.0 $5.3k 143k 0.04
Everest Consolidator Acq Cor *w Exp 99/99/999 (EVCOW) 0.0 $5.1k 25k 0.20
Borealis Foods *w Exp 02/07/202 (BRLSW) 0.0 $5.1k 75k 0.07
Canna Global Acquisition Cor *w Exp 99/99/999 (CNGLW) 0.0 $5.0k 500k 0.01
Spectaire Hldgs *w Exp 10/17/202 (SPECW) 0.0 $4.2k 118k 0.04
Focus Impact Acquisition Cor *w Exp 99/99/999 (FIACW) 0.0 $4.2k 100k 0.04
Zoomcar Hldgs *w Exp 05/31/202 (ZCARW) 0.0 $3.8k 275k 0.01
Futuretech Ii Acquisition *w Exp 08/18/202 (FTIIW) 0.0 $3.8k 150k 0.03
Leddartech Hldgs *w Exp 12/21/202 (LDTDF) 0.0 $3.5k 128k 0.03
Cardio Diagnostics Holdgs In *w Exp 12/01/202 (CDIOW) 0.0 $3.2k 82k 0.04
Celularity *w Exp 07/16/202 (CELUW) 0.0 $2.7k 150k 0.02
Psyence Biomedical *w Exp 01/25/202 (PBMWW) 0.0 $2.5k 234k 0.01
Cero Therapeutics Hldgs *w Exp 02/13/202 (CEROW) 0.0 $2.5k 122k 0.02
Aurora Innovation *w Exp 11/03/202 (AUROW) 0.0 $2.3k 11k 0.21
Conduit Pharmaceuticals *w Exp 09/22/202 (CDTTW) 0.0 $2.3k 129k 0.02
Fortune Rise Acquisition Cor *w Exp 12/06/202 (FRLAW) 0.0 $2.2k 111k 0.02
Tevogen Bio Hldgs *w Exp 02/14/202 (TVGNW) 0.0 $1.9k 97k 0.02
Banzai International *w Exp 12/14/202 (BNZIW) 0.0 $1.6k 81k 0.02
Fintech Ecosystem Deve *w Exp 04/01/202 (FEXDW) 0.0 $1.5k 77k 0.02
Beneficient *w Exp 06/07/202 (BENFW) 0.0 $1.5k 210k 0.01
Dragonfly Energy Holdings *w Exp 10/07/202 (DFLIW) 0.0 $1.5k 51k 0.03
99 Acquisition Group *w Exp 08/25/202 0.0 $1.2k 38k 0.03
Shapeways Holdings *w Exp 09/29/202 (SHPSQ) 0.0 $1.2k 310k 0.00
Volato Group *w Exp 12/04/202 (SOARW) 0.0 $355.250000 25k 0.01
Hycroft Mining Holding Corp *w Exp 05/29/202 0.0 $348.750000 23k 0.02